Anic Equity¶

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Total return since start: 0.618 %¶

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Equity now: -----------------------------> 49424.22 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45363.01 Kr¶

PnL: ---------------------------------------> 307.01 Kr¶

DD now: ---------------------------------> -6.958 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 11:39:54.111070'

Anic Portfolio¶

Today¶

Return: 1.127 %¶

This Week¶

Return: 0.246 %¶

Total portfolio value¶

Return including deposits: 61.802 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.560000 1670.220000 201.220000 13.700000 1468.999998
Sedana Medical 93 4.560000 2685.840000 164.840000 6.540000 2521.000011
Orrön Energy 180 4.810000 2155.500000 112.500000 5.510000 2043.000000
Atrium Ljungberg B 5 4.040000 991.000000 56.000000 5.990000 935.000000
Platzer Fastigheter Holding B 12 3.840000 1006.800000 45.800000 4.770000 960.999996
Sagax A 4 4.190000 896.000000 42.000000 4.920000 854.000000
Catena 2 3.590000 832.000000 40.000000 5.050000 792.000000
Sagax B 4 2.860000 891.600000 37.600000 4.400000 854.000000
JM 6 2.530000 900.000000 36.000000 4.170000 864.000000
Hoist Finance 35 1.050000 1015.000000 35.000000 3.570000 980.000000
Hexatronic Group 12 1.960000 987.120000 20.120000 2.080000 966.999996
Gränges 9 2.040000 946.800000 18.800000 2.030000 927.999999
Byggmax Group 33 1.870000 970.860000 14.860000 1.550000 956.000001
BioGaia B 8 1.030000 944.000000 14.000000 1.510000 930.000000
Bilia A 8 0.980000 908.800000 8.800000 0.980000 900.000000
HEXPOL B 9 -0.350000 1024.200000 3.200000 0.310000 1020.999996
Clas Ohlson B 12 -0.060000 973.800000 0.800000 0.080000 972.999996
AcadeMedia 8 0.500000 402.800000 0.800000 0.200000 402.000000
EQT 4 0.430000 831.600000 -0.400000 -0.050000 832.000000
Biotage 7 -1.110000 932.400000 -8.600000 -0.910000 940.999997
ASSA ABLOY B 3 -0.730000 770.100000 -8.900000 -1.140000 779.000001
Alimak Group 11 -0.240000 915.200000 -12.800000 -1.380000 927.999996
Creaspac SPAC 39 0.210000 3705.000000 -13.000000 -0.350000 3717.999987
OX2 13 -0.550000 935.350000 -14.650000 -1.540000 949.999999
Nordic Waterproofing Holding 7 0.450000 947.800000 -19.200000 -1.990000 966.999999
VEF 909 0.600000 1828.910000 -21.090000 -1.140000 1850.000436
SKF B 5 -2.250000 911.000000 -29.000000 -3.090000 940.000000
Addnode Group B 11 -1.590000 887.150000 -33.850000 -3.680000 921.000003
Indutrade 5 1.640000 1180.000000 -38.000000 -3.120000 1218.000000
Latour B 4 -0.240000 816.000000 -41.000000 -4.780000 857.000000
Vitec Software Group B 2 0.000000 1042.000000 -45.000000 -4.140000 1087.000000
Hexagon B 26 0.610000 3411.200000 -49.800000 -1.440000 3461.000010
Bufab 3 -0.680000 1045.800000 -63.200000 -5.700000 1109.000001
INVISIO 16 0.440000 3616.000000 -73.000000 -1.980000 3689.000000
BHG Group 97 2.220000 1385.160000 -73.840000 -5.060000 1458.999989
TOTAL 45363.010000 307.010000 -6.95803% 45056.000411

Updated:¶

'2023-07-04 11:40:10.966365'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶